Research-Distributionally Robust Equilibrium: Modelling and Applications

Research

Computational & Applied Math Seminar

Distributionally Robust Equilibrium: Modelling and Applications

Speaker: LIU Yongchao (Dalian University of Technology)
Time: Feb 27, 2019, 16:10-17:10
Location: Conference Room 415, Hui Yuan 3#

Abstract: In this talk, we present several distributionally robust equilibrium models, following the recent research surge of robust game theory, in which some or all of the players in the games lack of complete information on the true probability distribution of underlying uncertainty facing them but they need to make a decision prior to the realization of such uncertainty.